What is meant by a multi-dimensional continuous action space?
Let me rephrase it a little - it's a multidimensional continuous space of actions. So, you assign each action some vector from $R^{n}$. For intuition -- imagine you have a robot arm with four joints. For every joint you could applied a rotation force from [-1, 1] and thus you get a 4-D vector with float numbers for each possible action.